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Adaptive Gaussian Process Regression for Efficient Building of Surrogate Models in Inverse Problems

  • In a task where many similar inverse problems must be solved, evaluating costly simulations is impractical. Therefore, replacing the model y with a surrogate model y(s) that can be evaluated quickly leads to a significant speedup. The approximation quality of the surrogate model depends strongly on the number, position, and accuracy of the sample points. With an additional finite computational budget, this leads to a problem of (computer) experimental design. In contrast to the selection of sample points, the trade-off between accuracy and effort has hardly been studied systematically. We therefore propose an adaptive algorithm to find an optimal design in terms of position and accuracy. Pursuing a sequential design by incrementally appending the computational budget leads to a convex and constrained optimization problem. As a surrogate, we construct a Gaussian process regression model. We measure the global approximation error in terms of its impact on the accuracy of the identified parameter and aim for a uniform absolute tolerance, assuming that y(s) is computed by finite element calculations. A priori error estimates and a coarse estimate of computational effort relate the expected improvement of the surrogate model error to computational effort, resulting in the most efficient combination of sample point and evaluation tolerance. We also allow for improving the accuracy of already existing sample points by continuing previously truncated finite element solution procedures.
Metadaten
Author:Phillip Semler, Martin WeiserORCiD
Document Type:Article
Parent Title (English):Inverse Problems
Volume:39
Issue:12
First Page:125003
Year of first publication:2023
ArXiv Id:http://arxiv.org/abs/2303.05824
DOI:https://doi.org/10.1088/1361-6420/ad0028
Licence (German):License LogoCreative Commons - CC BY - Namensnennung 4.0 International
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